+750.5%
PBF vs POET
-6.5%
+757.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.4% |
| 7D | +5.3% | +0.4% | +4.9% | +5.3% |
| 30D | +11.7% | -10.4% | +22.1% | +12.1% |
| 3M | +91.1% | -29.3% | +120.4% | +92.3% |
| 6M | +88.4% | +6.9% | +81.6% | +82.2% |
| YTD | +194.1% | +25.6% | +168.5% | +181.4% |
| 1Y | +180.4% | +49.2% | +131.3% | +164.3% |
| 3Y | +59.3% | +128.4% | -69.1% | +42.7% |
| All | +750.5% | -6.5% | +757.0% | +650.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling